Health officials will not say where the women died, citing privacy laws.
However in Wake County, officials ran out of the vaccine within hours and pregnant women say they are doing what they can to protect themselves.
"What scares me the most is if I were to get it, would I be okay," expectant mother Mandy Valiquette said. "Or, what if they're able to help the baby, but I'm in the hospital, all these different factors."
Valiquette says she got vaccinated Monday morning.
"You just hear so many stories about the weakened immune systems of pregnant women," she said. "You sanitize your hands, you wash your hands all day long, but there's always that threat that it's not just you, but it's a baby you've got to think about as well. So I just felt like better safe than sorry."
Valiquette's husband also got the shot. They say they feel lucky especially hearing about the two pregnant women that died from complications related to the flu.
It's also what's driving so many people to wait in long lines at flu clinics. About 6,000 doses disappeared in just a few hours.
Officials say they are pushing more people to get the nasal mist to try to save the shots for people who can't get the mist, like people with asthma and women who are pregnant.
While Wake County is out of the H1N1 vaccine for now, private health providers have received more than three times the number of doses than the county.
Officials encourage people to call their doctor or pharmacist first and to use the county as a last resort.